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Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis

Changqing, Luo; Liu, Lan; Wang, Da - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10013187623

Anlagevorschriften für Wertpapierfonds und ökonomische Portfoliotheorie : Anlageschränkungen im Investmentrecht über Value-at-Risk und/oder Ausnahmen für qualifizierte Anleger?...

Glander, Harald - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003760393

Simulative portfolio optimization under distributions of hyperbolic type : methods and empirical investigation

Bierkamp, Nils - 2006

Persistent link: https://www.econbiz.de/10003373967

Dynamic copulas for finance : an application to portfolio risk calculation

Braun, Valentin - 2011 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009152690

Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung

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Persistent link: https://www.econbiz.de/10001629302

The Use of Risk Budgets in Portfolio Optimization

Unger, Albina - 2015

Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk,...